## Citations for "Debt constraints and equilibrium in infinite horizon economies with incomplete markets"

### by Levine, David K. & Zame, William R.

- Wouter J. Denhaan, 2000.
"
**The Importance Of The Number Of Different Agents In A Heterogeneous Asset-Pricing Model**," Computing in Economics and Finance 2000 349, Society for Computational Economics.

- Den Haan, Wouter J., 2001.
"
**The importance of the number of different agents in a heterogeneous asset-pricing model**," Journal of Economic Dynamics and Control, Elsevier, vol. 25(5), pages 721-746, May.

- Den Haan, Wouter J., 2001.
"
- Martins-da-Rocha, Victor Filipe & Vailakis, Yiannis, 2008.
"
**Collateral, default penalties and almost finite-time solvency**," Economics Working Papers (Ensaios Economicos da EPGE) 670, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).

- Felipe Martins-da-Rocha & Yiannis Vailakis, 2008.
"
**Collateral, default penalties and almost finite-time solvency**," Levine's Working Paper Archive 122247000000002049, David K. Levine.

- Felipe Martins-da-Rocha & Yiannis Vailakis, 2008.
"
- David K. Levine & William Zame, 2001.
"
**Does Market Incompleteness Matter**," Levine's Working Paper Archive 78, David K. Levine.

- David K. Levine & William R. Zame, 2002.
"
**Does Market Incompleteness Matter?**," Econometrica, Econometric Society, vol. 70(5), pages 1805-1839, September.

- David K. Levine & William R. Zame, 2002.
"
- Beker, Pablo & Subir Chattopadhyay, 2009.
"
**Consumption Dynamics in General Equilibrium : A Characterisation when Markets are Incomplete**," The Warwick Economics Research Paper Series (TWERPS) 921, University of Warwick, Department of Economics.

- Beker, Pablo & Chattopadhyay, Subir, 2010.
"
**Consumption dynamics in general equilibrium: A characterisation when markets are incomplete**," Journal of Economic Theory, Elsevier, vol. 145(6), pages 2133-2185, November.

- Beker, Pablo & Chattopadhyay, Subir, 2010.
"
- Judd, Kenneth L. & Kubler, Felix & Schmedders, Karl, 2000.
"
**Computing equilibria in infinite-horizon finance economies: The case of one asset**," Journal of Economic Dynamics and Control, Elsevier, vol. 24(5-7), pages 1047-1078, June. - Tom Krebs, 2002.
"
**Non-Existence of Recursive Equilibria on Compact State Spaces When Markets are Incomplete**," Working Papers 2002-17, Brown University, Department of Economics.

- Krebs, Tom, 2004.
"
**Non-existence of recursive equilibria on compact state spaces when markets are incomplete**," Journal of Economic Theory, Elsevier, vol. 115(1), pages 134-150, March.

- Krebs, Tom, 2004.
"
- Florian Wagener & Cars Hommes & William Brock, 2006.
"
**More hedging instruments may destabilize markets**," Working Papers wp06-11, Warwick Business School, Finance Group.

- Brock, W.A. & Hommes, C.H. & Wagener, F.O.O., 2009.
"
**More hedging instruments may destabilize markets**," Journal of Economic Dynamics and Control, Elsevier, vol. 33(11), pages 1912-1928, November.

- Brock, W.A. & Hommes, C.H. & Wagener, F.O.O., 2006.
"
**More hedging instruments may destabilize markets**," CeNDEF Working Papers 06-12, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. - William Brock & Cars Hommes & Florian Wagener, 2006.
"
**More Hedging Instruments may destablize Markets**," Tinbergen Institute Discussion Papers 06-080/1, Tinbergen Institute, revised 30 Apr 2008.

- Brock, W.A. & Hommes, C.H. & Wagener, F.O.O., 2009.
"
- Jianjun Miao, 2003.
"
**Competitive Equilibria of Economies with a Continuum of Consumers and Aggregate Shocks**," Macroeconomics 0310001, EconWPA.

- Miao, Jianjun, 2006.
"
**Competitive equilibria of economies with a continuum of consumers and aggregate shocks**," Journal of Economic Theory, Elsevier, vol. 128(1), pages 274-298, May.

- Jianjun Miao, 2004.
"
**Competitive Equilibria of Economies with a Continuum of Consumers and Aggregate Shocks**," CEMA Working Papers 460, China Economics and Management Academy, Central University of Finance and Economics.

- Miao, Jianjun, 2006.
"
- Aloisio Araujo, 2002.
"
**As Leis de Falência: uma Abordagem Econômica**," Working Papers Series 57, Central Bank of Brazil, Research Department.

- Araújo, Aloísio Pessoa de, 2003.
"
**As Leis de Falência: Uma Abordagem Econômica**," Economics Working Papers (Ensaios Economicos da EPGE) 474, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).

- Araújo, Aloísio Pessoa de, 2003.
"
- Bloise, Gaetano & Reichlin, Pietro & Tirelli, Mario, 2009.
"
**Indeterminacy of Competitive Equilibrium with Risk of Default**," CEPR Discussion Papers 7477, C.E.P.R. Discussion Papers.

- Gaetano Bloise & Pietro Reichlin & Mario Tirelli, 2009.
"
**Indeterminacy of competitive equilibrium with risk of default**," Departmental Working Papers of Economics - University 'Roma Tre' 0109, Department of Economics - University Roma Tre. - Gaetano Bloise & Pietro Reichlin & Mario Tirelli, 2009.
"
**Indeterminacy Of Competitive Equilibrium With Risk Of Default**," Levine's Working Paper Archive 814577000000000313, David K. Levine.

- Gaetano Bloise & Pietro Reichlin & Mario Tirelli, 2009.
"
- Iraola, Miguel & Torres-Martínez, Juan Pablo, 2013.
"
**Liquidity Contractions, Incomplete Financial Participation and the Prevalence of Negative Equity Non-recourse Loans**," MPRA Paper 46838, University Library of Munich, Germany.

- Miguel A. Iraola & Juan Pablo Torres-Martinez, 2013.
"
**Liquidity Contractions, Incomplete Financial Participation and the Prevalence of Negative Equity Non-Recourse Loans**," Working Papers 2013-08, University of Miami, Department of Economics.

- Miguel A. Iraola & Juan Pablo Torres-Martinez, 2013.
"
- William R. Zame, 1992.
"
**Efficiency and the Role of Default When Security Markets are Incomplete**," UCLA Economics Working Papers 673, UCLA Department of Economics.

- Zame, William R, 1993.
"
**Efficiency and the Role of Default When Security Markets Are Incomplete**," American Economic Review, American Economic Association, vol. 83(5), pages 1142-64, December.

- William R. Zame, 1990.
"
**Efficiency and the Role of Default When Security Markets are Incomplete**," UCLA Economics Working Papers 585, UCLA Department of Economics.

- Zame, William R, 1993.
"
- Gaetano Bloise & Pietro Reichlin, 2008.
"
**Asset Prices, Debt Constraints and Inefficiency**," EIEF Working Papers Series 0803, Einaudi Institute for Economics and Finance (EIEF), revised Mar 2008.

- Bloise, Gaetano & Reichlin, Pietro, 2011.
"
**Asset prices, debt constraints and inefficiency**," Journal of Economic Theory, Elsevier, vol. 146(4), pages 1520-1546, July.

- Gaetano Bloise & Pietro Reichlin, 2008.
"
**Asset prices, debt constraints and inefficiency**," Departmental Working Papers of Economics - University 'Roma Tre' 0089, Department of Economics - University Roma Tre. - Bloise, Gaetano & Reichlin, Pietro, 2008.
"
**Asset Prices, Debt Constraints and Inefficiency**," CEPR Discussion Papers 6779, C.E.P.R. Discussion Papers.

- Bloise, Gaetano & Reichlin, Pietro, 2011.
"
- Laura Angeloni & Bernard Cornet, 2005.
"
**Existence Of Financial Equilibria In A Multiperiod Stochastic Economy**," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 200506, University of Kansas, Department of Economics, revised Feb 2005. - Kevin X.D. Huang & Jan Werner, 2002.
"
**Implementing Arrow-Debreu equilibria by trading infinitely-lived securities**," Research Working Paper RWP 02-08, Federal Reserve Bank of Kansas City.

- Kevin Huang & Jan Werner, 2004.
"
**Implementing Arrow-Debreu equilibria by trading infinitely-lived securities**," Economic Theory, Springer, vol. 24(3), pages 603-622, October.

- Kevin X. D. Huang & Jan Werner, 2000.
"
**Implementing Arrow-Debreu Equilibria by Trading Infinitely-Lived Securities**," Econometric Society World Congress 2000 Contributed Papers 1708, Econometric Society. - K. Huang & Z. Liu, .
"
**Implementing Arrow-Debreu equilibria by trading infinitely lived securities**," Working Papers 2000-21, Utah State University, Department of Economics.

- Kevin Huang & Jan Werner, 2004.
"
- Felix Kubler & Karl Schmedders, 2003.
"
**Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral**," Econometrica, Econometric Society, vol. 71(6), pages 1767-1793, November.

- Felix Kubler & Karl Schmedders, 2001.
"
**Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral**," Discussion Papers 1319, Northwestern University, Center for Mathematical Studies in Economics and Management Science.

- Felix Kubler & Karl Schmedders, 2001.
"
- David K Levine & William R Zame, 2000.
"
**Risk Sharing and Market Incompleteness**," Levine's Working Paper Archive 2080, David K. Levine. - Felix Kubler & Karl Schmedders, 2001.
"
**Incomplete Markets, Transitory Shocks, and Welfare**," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 4(4), pages 747-766, October.

- Felix Kubler & Karl Schmedders, 2000.
"
**Incomplete Markets, Transitory Shocks, and Welfare**," Discussion Papers 1285, Northwestern University, Center for Mathematical Studies in Economics and Management Science. - Felix Kubler & Karl Schmedders, 2000.
"
**Incomplete Markets, Transitory Shocks And Welfare**," Computing in Economics and Finance 2000 130, Society for Computational Economics. - Felix Kubler & Karl Schmedders, 2000.
"
**Incomplete Markets, Transitory Shocks and Welfare**," Levine's Working Paper Archive 2133, David K. Levine.

- Felix Kubler & Karl Schmedders, 2000.
"
- Aliprantis, C. D. & Tourky, Rabee, 2004.
"
**Equilibria in Incomplete Assets Economies with Infinite Dimensional Spot Markets**," Purdue University Economics Working Papers 1169, Purdue University, Department of Economics.

- Charalambos Aliprantis & Rabee Tourky, 2009.
"
**Equilibria in incomplete assets economies with infinite dimensional spot markets**," Economic Theory, Springer, vol. 38(2), pages 221-262, February.

- Charalambos Aliprantis & Rabee Tourky, 2009.
"
- Gaetano Bloise & Pietro Reichlin & Mario Tirelli, 2013.
"
**Fragility of Competitive Equilibrium with Risk of Default**," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 16(2), pages 271-295, April. - Magill, Michael & Quinzii, Martine, 1996.
"
**Incomplete markets over an infinite horizon: Long-lived securities and speculative bubbles**," Journal of Mathematical Economics, Elsevier, vol. 26(1), pages 133-170.

- Magill, M. & Quinzii, M., 1993.
"
**Icomplete Markets Over an Infinite Horizon: Long-Lived Securities and Speculative Bubbles**," Papers 9321, Southern California - Department of Economics.

- Magill, M. & Quinzii, M., 1993.
"
- Martins-da-Rocha, Victor Filipe & Vailakis, Y., 2010.
"
**Competitive equilibria in infinite-horizon collateralized economies with default penalties**," Economics Working Papers (Ensaios Economicos da EPGE) 703, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil). - Koeppl, Thorsten Volker, 2004.
"
**Risk sharing through financial markets with endogenous enforcement of trades**," Working Paper Series 0319, European Central Bank.

- Koppl, Thorsten V., 2006.
"
**Risk sharing through financial markets with endogenous enforcement of trades**," Journal of Economic Dynamics and Control, Elsevier, vol. 30(11), pages 1987-2014, November.

- Thorsten V. Koeppl, 2004.
"
**Risk Sharing through Financial Markets with Endogenous Enforcement of Trades**," Econometric Society 2004 North American Winter Meetings 326, Econometric Society. - Thorsten Koeppl, 2004.
"
**Risk Sharing through Financial Markets with Endogenous Enforcement of Trades**," Working Papers 1048, Queen's University, Department of Economics.

- Koppl, Thorsten V., 2006.
"
- Fernando Alvarez & Urban J. Jermann, 1998.
"
**Asset Pricing when Risk Sharing is Limited by Default**," NBER Working Papers 6476, National Bureau of Economic Research, Inc.

- Fernando Alvarez & Urban J Jermann, 2010.
"
**Asset Pricing When Risk Sharing is Limited by Default**," Levine's Working Paper Archive 1898, David K. Levine.

- Fernando Alvarez & Urban J Jermann, 2010.
"
- Martins-da-Rocha, Victor Filipe & Vailakis, Y., 2011.
"
**Endogenous debt constraints in collateralized economies with default penalties**," Economics Working Papers (Ensaios Economicos da EPGE) 719, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).

- Martins-da-Rocha, V. Filipe & Vailakis, Yiannis, 2012.
"
**Endogenous debt constraints in collateralized economies with default penalties**," Journal of Mathematical Economics, Elsevier, vol. 48(1), pages 1-13.

- Martins-da-Rocha, V. Filipe & Vailakis, Yiannis, 2012.
"
- Emma Moreno-García & Juan Torres-Martínez, 2012.
"
**Equilibrium existence in infinite horizon economies**," Portuguese Economic Journal, Springer, vol. 11(2), pages 127-145, August. - Loewenstein, Mark & Willard, Gregory A., 2000.
"
**Rational Equilibrium Asset-Pricing Bubbles in Continuous Trading Models**," Journal of Economic Theory, Elsevier, vol. 91(1), pages 17-58, March. - Páscoa, Mário Rui & Seghir, Abdelkrim, 2009.
"
**Harsh default penalties lead to Ponzi schemes**," Games and Economic Behavior, Elsevier, vol. 65(1), pages 270-286, January. - BLOISE, Gaetano & DRÈZE, Jacques & POLEMARCHAKIS, Heracles, 2002.
"
**Money and indeterminacy over an infinite horizon**," CORE Discussion Papers 2002021, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

- G. Bloise & J.H. Dreze & H.M. Polemarchakis, 2002.
"
**Money and Indeterminacy Over an Infinite Horizon**," Working Papers 2002-12, Brown University, Department of Economics.

- G. Bloise & J.H. Dreze & H.M. Polemarchakis, 2002.
"
- Tom Krebs, 2002.
"
**Recursive Equilibrium in Endigenous Growth Models with Incomplete Markets**," Working Papers 2002-30, Brown University, Department of Economics.

- Tom Krebs, 2006.
"
**Recursive equilibrium in endogenous growth models with incomplete markets**," Economic Theory, Springer, vol. 29(3), pages 505-523, November.

- Tom Krebs, 2006.
"
- Mas-Colell, Andreu & Zame, William R., 1996.
"
**The existence of security market equilibrium with a non-atomic state space**," Journal of Mathematical Economics, Elsevier, vol. 26(1), pages 63-84. - Pablo F. Beker & Subir Chattopadhyay, 2006.
"
**Economic Survival When Markets Are Incomplete**," Working Papers. Serie AD 2006-19, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).

- Pablo F. Beker & Subir Chattopadhyay, 2005.
"
**Economic Survival when Markets are Incomplete**," Levine's Working Paper Archive 784828000000000422, David K. Levine.

- Pablo F. Beker & Subir Chattopadhyay, 2005.
"
- Duffie, Darrell, 1996.
"
**Incomplete security markets with infinitely many states: An introduction**," Journal of Mathematical Economics, Elsevier, vol. 26(1), pages 1-8. - Timothy J. Kehoe & David K. Levine, 2000.
"
**Liquidity Constrained vs. Debt Constrained Markets**," Levine's Working Paper Archive 14, David K. Levine. - Dahai Yu, 1998.
"
**Rational bubbles under diverse information**," International Finance Discussion Papers 621, Board of Governors of the Federal Reserve System (U.S.).